A Tayal, TF Coleman, Y Li. (2014). Primal explicit max margin feature selection for nonlinear support vector machines. Pattern Recognition.
E Zhang, F Wang, Y Li, X Bai. (2014). Automatic detection of microcalcifications using mathematical morphology and a support vector machine. Bio-medical materials and engineering 24 (1), 53-59.
E Zhang, K Lv, Y Li, J Duan. (2014). Department of Information Science, Xi'an University of Technology, China. Image and Signal Processing (CISP), 2013 6th International Congress on 1 ...
DZ Li, CY Wang, RH Liu, YM Wang, TF Ji, YR Li, XD Pan. (2013). Synthesis and cytotoxicity of novel 20-O-linked homocamptothecin ester derivatives as potent topoisomerase I inhibitors. Journal of Asian natural products research 15 (11), 1179-1188.
DM Dang, PA Forsyth, Y LI. (2013). Convergence of the embedded mean-variance optimal points with discrete sampling. Available at SSRN.
E Zhang, Y Li, F Zhang. (2013). A single training sample face recognition algorithm based on sample extension. Advanced Computational Intelligence (ICACI), 2013 Sixth International ...
Y Wang, JW Wang, X Xiao, Y Shan, B Xue, G Jiang, Q He, J Chen, HG Xu, .... (2013). Piperlongumine induces autophagy by targeting p38 signaling. Cell death & disease 4 (10), e824.
J. Xi,T. F. Coleman ,and Y. Li, ''A Gradual Non-convexification Method for Minimizing VaR'', pdf,600KB. To appear in Journal of Risk, 2013.
S. Moazeni,T. F. Coleman ,and Y. Li, ''Regularized Optimal Portfolio Optimization, an Optimal Execution Case'', pdf, 600KB. To appear in Journal of Computational Optimization and Application, 2013.
S. T. Tse, P. A. Forsyth, and Y. Li, ''Preservation of Scalarization Optimal Points in the Embedding Technique for Continuous Time Mean Variance Optimization'', pdf,600KB. Submitted to SIAM J. on Control and Optimization, 2013.
T. F. Coleman,Y. Li and C. Wang, ''Stable Local Volatility Calibration Using Kernel Splines'', pdf,600KB. To appear in Journal of Computational Optimization and Application, 2013.
T. F. Coleman and Y. Li, Optimization & Finance, Encyclopedia of Quantitative Finance, R. Cont (Ed), John Wiley \& Sons Ltd. Chichester, UK. pp. 1322-1327. 2010.
S. Moazeni, T. F. Coleman and Y. Li, ''Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters'', pdf, 619KB. Submitted to SIAM J. Optimization, 2008.
L. Zhu, T. F. Coleman and Y. Li, ''Min-Max Robust and CVaR Robust Mean-Variance Portfolios'', pdf, 619KB. Submitted to Journal of Risk, 2007.
S. Moazeni, Y. Li, K. Larson, ''Execution Costs in financial markets with several institutional investors'', pdf, 229KB. Proceedings of the Fourth IASTED International Conference, Financial Engineering and Application , pp 31-37, 2007.
T. F. Coleman, Y. Kim, Y. Li and M. Patron, '' Robustly Hedging Variable Annuities with Guarantee Under Jump and Volatility Risks'', pdf, 229KB. Journal of Risk and Insurance , Vol 74, pp 347-376, June 2007.
C. He, T. F. Coleman, and Y. Li, ''Calibrating Volatility Function Bounds for An Uncertain Volatility Model '', pdf, 190KB. 2006
C. He, T. F. Coleman, and Y. Li, ''Computation and Analysis for a Constrained Entropy Optimization Problem in Finance '', pdf, 234KB. 2006. To appear in Journal of Computational and Applied Mathematics.
S. Alexander, T. F. Coleman, and Yuying Li, ''Minimizing VaR and CVaR for a Por tfolio of Derivatives'', pdf, 690KB. Journal of Banking and Finance, Vol. 30, no. 2, pp. 583-605, 2006.
T. F. Coleman, J. Henninger, Y. Li, '' Minimizing Tracking Error While Restricting the Number of Assets'', pdf, 257KB. Journal of Risk, vol 8, pp. 33-56, 2006.
T. F. Coleman, Y. Li and M. Patron, '' Hedging Guarantees in Variable Annuities (Under Both Market and Interest Rate Risks)'', pdf, 190KB. Insurance: Mathematics and Economics , vol 38, pp. 215-228, 2006.
T.F. Colemanm, Y. Li, and C. Patron ``Total risk minimization'', pdf, 607KB. Handbook of Financial Engineering. Published by Elsevier, Edited by John R. Birge and Vadim Linetsky, pp. 593-635, 2007.
C. He, J. S. Kennedy, T. F. Coleman, P. A. Forsyth, Y. Li and K. Vetzal, pdf, 1,334KB. ''Calibration and Hedging under Jump Diffusion'', Review of Derivative Research, vol 9, pp 1-35, 2006.
T. F. Coleman, D. Levchenkov and Y. Li, ''Discrete hedging of American-type options using local risk minimization'', pdf, 338KB. Journal of Banking and Finance, vol 31, pp 3398-3419, 2007.
S. Alexander, T. F. Coleman and Y. Li, ''Derivative Portfolio Hedging Based on CVaR'', pdf, 248KB. New Risk Measures for the 21st Century, edited by G. Szego, pp. 3 39-363, 2004.
T. F. Coleman, Y. Li and M. Patron, ''Discrete Hedging under Piecewise Linear Ri sk Minimization'', pdf,179LB. Journal of Risk , Vol. 5, pp. 39-65, 2003.
K. Boyle, T. F. Coleman and Y. Li, ''Hedging a Portfolio of Derivatives by Modeling Cost'', pdf,822KB. IEEE Proceedings of the 2003 International Conference on Computational Intelligence for Financial Engineering (CIFEr2003), March 21-23, 2003, Hong Kong.
T. F. Coleman, Y. Li and A. Verma, ''A Newton Method for American Option Pricing'', pdf,183KB. Journal of Computational Finance. Vol. 5, No 3, Spring 2002: 51-78.
T. F. Coleman, Y. Li, Y. Kim and A. Verma, ''Dynamic Hedging with a Deterministic Volatility Function Model'', pdf,376KB. Journal of Risk , pp. 64-90, Vol. 4, 2001.
T. F. Coleman, Y. Li and A. Mariano, ''Segmentation of Pulmonary Nodule Image Using 1-norm Minimization'', pdf, 9,839KB. Computational Optimization and Applications , Vol. 19, September 2001, pp. 243-272.
T. F. Coleman and Y. Li, ''A Trust Region and Affine Scaling Interior Point Method for Nonconvex Minimization with Linear Inequality Constraints'', pdf, 12,416KB. Mathematical Programming Series A , 88(1), 2000, pp. 1-32.
T. F. Coleman, Y. Li and Arun Verma, '' Reconstructing the Unknown Local Volatility Function'', pdf,595KB. Journal of Computational Finance, Vol. 2, 1999, pp. 77-102.
M. Branch, T. F. Coleman and Y. Li, ''A Subspace, Interior and Conjugate Gradient Method for Large-scale Bound-constrained Minimization Problems'', pdf,10,387KB. SIAM Journal on Scientific Computing, Vol. 21, 1999 pp. 1-21.
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